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SLMB.DE vs. AMED.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLMB.DE vs. AMED.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EMU Screened UCITS ETF EUR (Dist) (SLMB.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLMB.DE achieves a 10.88% return, which is significantly lower than AMED.DE's 19.18% return.


SLMB.DE

1D
-0.22%
1M
-0.08%
6M
7.79%
YTD
10.88%
1Y
20.21%
3Y*
15.41%
5Y*
10.71%
10Y*

AMED.DE

1D
-0.11%
1M
0.22%
6M
16.44%
YTD
19.18%
1Y
29.72%
3Y*
16.01%
5Y*
10.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLMB.DE vs. AMED.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SLMB.DE
iShares MSCI EMU Screened UCITS ETF EUR (Dist)
10.88%22.96%9.33%19.66%-12.70%22.35%0.18%26.56%-7.21%
AMED.DE
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)
19.18%20.15%5.95%16.68%-10.71%20.90%-1.35%27.22%-7.71%

Correlation

The correlation between SLMB.DE and AMED.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2018

0.98

The correlation between SLMB.DE and AMED.DE has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

SLMB.DE vs. AMED.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLMB.DE
SLMB.DE Risk / Return Rank: 4949
Overall Rank
SLMB.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SLMB.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
SLMB.DE Omega Ratio Rank: 4949
Omega Ratio Rank
SLMB.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
SLMB.DE Martin Ratio Rank: 5353
Martin Ratio Rank

AMED.DE
AMED.DE Risk / Return Rank: 7575
Overall Rank
AMED.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AMED.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
AMED.DE Omega Ratio Rank: 7777
Omega Ratio Rank
AMED.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
AMED.DE Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SLMB.DE vs. AMED.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Screened UCITS ETF EUR (Dist) (SLMB.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SLMB.DEAMED.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.26

1.36

-0.10

Calmar ratioReturn relative to maximum drawdown

1.99

2.80

-0.81

Martin ratioReturn relative to average drawdown

7.37

10.89

-3.53

SLMB.DE vs. AMED.DE - Sharpe Ratio Comparison

The current SLMB.DE Sharpe Ratio is 1.38, which is comparable to the AMED.DE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SLMB.DE and AMED.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SLMB.DE vs. AMED.DE - Drawdown Comparison

The maximum SLMB.DE drawdown since its inception was -37.65%, roughly equal to the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for SLMB.DE and AMED.DE.


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Drawdown Indicators


SLMB.DEAMED.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.65%

-38.35%

+0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.11%

-10.56%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-15.04%

-14.07%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-25.20%

-24.06%

-1.14%

Current Drawdown

Current decline from peak

-1.83%

-1.90%

+0.07%

Average Drawdown

Average peak-to-trough decline

-5.33%

-5.58%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.72%

+0.02%

Volatility

SLMB.DE vs. AMED.DE - Volatility Comparison

iShares MSCI EMU Screened UCITS ETF EUR (Dist) (SLMB.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) have volatilities of 3.82% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLMB.DEAMED.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

3.64%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

13.08%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

14.56%

15.28%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

15.87%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

17.34%

+0.62%

SLMB.DE vs. AMED.DE - Expense Ratio Comparison

SLMB.DE has a 0.12% expense ratio, which is lower than AMED.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SLMB.DE vs. AMED.DE - Dividend Comparison

SLMB.DE's dividend yield for the trailing twelve months is around 2.51%, while AMED.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
AMED.DE
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLMB.DE
iShares MSCI EMU Screened UCITS ETF EUR (Dist)
2.51%2.71%3.02%2.74%2.88%1.99%1.67%2.91%

Frequently Asked Questions


With a correlation of 0.95, SLMB.DE and AMED.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SLMB.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SLMB.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for AMED.DE.

SLMB.DE tracks MSCI EMU Screened Index, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for SLMB.DE and 0.25% for AMED.DE.

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